A comparsion between an ex-ante and ex-post test of early unwinding strategy in put-call-futures arbitrage

  • Wai Sun Pang

    Student thesis: Master's Thesis

    Abstract

    Please refer to the "Abstract & TOC" file on the right side
    Date of Award1998
    Original languageEnglish

    User-Defined Keywords

    • Arbitrage
    • Derivative securities
    • Futures
    • Options (Finance)

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    Documents

    • Abstract & TOC

      File: application/pdf, 162 KB

      Type: Supplementary materials

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